Testing for a Unit Root Against Fractional Alternatives in the Presence of a Maintained Trend
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References listed on IDEAS
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- Laura Mayoral, 2005.
"Is the observed persistence spurious? A test for fractional integration versus short memory and structural breaks,"
Economics Working Papers
956, Department of Economics and Business, Universitat Pompeu Fabra.
- Laura Mayoral, 2006. "Is the Observed Persistence Spurious? A Test for Fractional Integration versus Short Memory and Structural Breaks," Working Papers 260, Barcelona Graduate School of Economics.
- María Dolores Gadea & Laura Mayoral, 2006.
"The Persistence of Inflation in OECD Countries: A Fractionally Integrated Approach,"
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- Laura Mayoral, 2005. "The persistence of inflation in OECD countries: A fractionally integrated approach," Economics Working Papers 958, Department of Economics and Business, Universitat Pompeu Fabra, revised Oct 2005.
- Laura Mayoral, 2005. "The Persistence of Inflation in OECD Countries:a Fractionally Integrated Approach," Working Papers 259, Barcelona Graduate School of Economics.
- Gadea, Maria & Mayoral, Laura, 2005. "The Persistence of Inflation in OECD Countries: A Fractionally Integrated Approach," MPRA Paper 815, University Library of Munich, Germany.
- Laura Mayoral, 2003. "Further Evidence on the Uncertain (Fractional) Unit Root in Real GNP," Working Papers 82, Barcelona Graduate School of Economics.
More about this item
KeywordsDeterministic components; Dickey-Fuller test; fractionally Dickey-Fuller test; fractional processes; long memory; trends; unit roots;
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